Ultrasound Question

I went in for my first prenatal visit with my OB/GYN today and I'm at 4 weeks and 3 days. Well he did do an ultrasound and they didn't see anything. He reassured me and told me it was still too early to see anything and when I come back in about month then I will see something. Has anybody had this similar situation? I need some reassurance. My boyfriend tells me I shouldn't worry but only if it was that easy.